To whom it may concern
I’m Hoang, a postdoctoral researcher at the School of Business, Örebro University. Örebro is a small city in the middle of Sweden. It is about 3 hours by bus to Stockholm and 5 hours to Oslo. We have great weather in the summer and a bit rainy in the autumn.
Before, I got my Ph.D. at Universidad Carlos III de Madrid under the supervision of Prof. M. Concepcion Ausin and Prof. Pedro Galeano. My research contributions lie primarily in developing econometric models to analyze high dimensional dependence structure. I propose factor copula models as a solution for the curse of dimensionality and apply parallel Bayesian inference or Variational inference to speed up the computation time. It would be nice experience here, in the School of Business!
I am now working on a project of the vector autoregression model with fat tails and asymmetry and the interconnection between finance and macroeconomic variables through MIDAS Copulas. Please check out my CV as well as my lastest paper.
Jag skulle vilja prata med svenska vänner för att förbättra min svenska dag för dag.